+3,812.5%
CMG vs FIX
+11,904.7%
-8,092.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -4.0% |
| 7D | +8.0% | -17.5% | +25.4% | +11.9% |
| 30D | +11.9% | -41.6% | +53.5% | +25.4% |
| 3M | +2.1% | -40.6% | +42.7% | +13.3% |
| 6M | +5.2% | -49.4% | +54.5% | +19.4% |
| YTD | -6.9% | +9.2% | -16.1% | -14.4% |
| 1Y | +12.7% | +6.5% | +6.2% | +3.7% |
| 3Y | -16.8% | +448.7% | -465.5% | -54.2% |
| 5Y | -4.1% | +948.7% | -952.8% | -56.7% |
| 10Y | +364.7% | +3,659.7% | -3,295.0% | +33.1% |
| All | +3,812.5% | +11,904.7% | -8,092.2% | +590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling